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RePEcCrypto & DeFi

How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?

Large bitcoin trades reshape participant composition and trigger herding, raising volatility, while ethereum whales produce minimal market impact, revealing persistent information asymmetries.

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Featured in No. 135 on 16 Oct 2026 · 7 days after release

Percentage change in non-whale buy activity peaks 15 minutes after whale alerts across investor sizes.
Figure 2: Percentage Change in Ratio of Non-whale Participation Buy (Sell) Following Whale Buy (Whale Sell) Relative to the Control Periods The plots below explore changes in buy (sell) activities of non-whale investors during the periods (windows 15, 30, 45, 60 minutes) after a whale buy (whale se…
Released
9 Oct 2026
First featured
No. 135 · 16 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
RePEc:fip:fedpwp:103741
Authors
Keith Hazen

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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